Option Volume/Open Interest Indicator for ThinkorSwim

D

DeusMecanicus

New member
I was messing around with the code in the original post, just trying to capture more volume from more strike prices. I separated the Call and Put Strike prices so you can start from ITM a few strikes in on each. The indicator will get the symbol you are on but you still have to make sure the Exp Date and strike spacing is accurate to the stock you are on. As far as I can tell the indicator might give you a heads up if the sentiment is changing for that given expiration (best case and the idea behind it). At worst you might not have relevant information as inputs and get a false reading. If you zoom out to the daily then the total daily for each strike should match each label.



Code:
declare lower;
input optionSeriesPrefix = "200214";
input strike = 222.5;
input strikecall = 225;
input strikeSpacing = .5;
#{ ".5", default "1", "2.5", "5", "10", "25" };
input Showput = yes;
input Showput1 = yes;
input Showput2 = yes;
input Showput3 = yes;
input Showput4 = yes;
input Showput5 = yes;
input Showput6 = yes;
input Showput7 = yes;
input Showput8 = yes;
input Showput9 = no;
input Showput10 = no;
input Showput11 = no;
input Showput12 = no;
input  Showcall = yes;
input  Showcall1 = yes;
input  Showcall2 = yes;
input  Showcall3 = yes;
input  Showcall4 = yes;
input  Showcall5 = yes;
input  Showcall6 = yes;
input  Showcall7 = yes;
input  Showcall8 = yes;
input  Showcall9 = no;
input  Showcall10 = no;
input  Showcall11 = no;
input  Showcall12 = no;
addlabel(1, getSymbol()+" Exp:"+ optionSeriesPrefix + " PStrike:" + strike + " CStrike:" + strikecall, color.white);

### Put Option Volume
def putOptionVolume =  if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", Strike)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", Strike)))));
def putOptionVolume1 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", Strike - strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", Strike - strikeSpacing)))));
def putOptionVolume2 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", Strike - strikeSpacing - strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", Strike - strikeSpacing - strikeSpacing)))));
def putOptionVolume3 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", Strike - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", Strike - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptionVolume4 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", Strike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", Strike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptionVolume5 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", Strike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", Strike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptionVolume6 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", Strike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", Strike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptionVolume7 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", Strike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", Strike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptionVolume8 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", Strike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", Strike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptionVolume9 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", Strike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", Strike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptionVolume10 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", Strike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", Strike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptionVolume11 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", Strike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", Strike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptionVolume12 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", Strike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", Strike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
####Call Option Volume
def callOptionVolume =  if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", Strikecall)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", Strikecall)))));
def callOptionVolume1 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", Strikecall + strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", Strikecall + strikeSpacing)))));
def callOptionVolume2 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", Strikecall + strikeSpacing + strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", Strikecall + strikeSpacing + strikeSpacing)))));
def callOptionVolume3 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", Strikecall + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", Strikecall + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptionVolume4 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", Strikecall + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", Strikecall + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptionVolume5 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", Strikecall + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", Strikecall + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptionVolume6 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", Strikecall + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", Strikecall + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptionVolume7 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", Strikecall + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", Strikecall + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptionVolume8 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", Strikecall + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", Strikecall + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptionVolume9 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", Strikecall + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", Strikecall + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptionVolume10 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", Strikecall + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", Strikecall + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptionVolume11 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", Strikecall + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", Strikecall + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptionVolume12 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", Strikecall + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", Strikecall + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));

plot Putvol = putOptionVolume + putOptionVolume1 + putOptionVolume2 + putOptionVolume3 + putOptionVolume4 + putOptionVolume5 + putOptionVolume6 + putOptionVolume7 + putOptionVolume8 + putOptionVolume9 + putOptionVolume10 + putOptionVolume11 + putOptionVolume12;
plot Callvol = callOptionVolume + callOptionVolume1 + callOptionVolume2 + callOptionVolume3 + callOptionVolume4 + callOptionVolume5 + callOptionVolume6 + callOptionVolume7 + callOptionVolume8 + callOptionVolume9 + callOptionVolume10 + callOptionVolume11 + callOptionVolume12;

Putvol.SetPaintingStrategy(PaintingStrategy.LINE);
Callvol.SetPaintingStrategy(PaintingStrategy.LINE);
Putvol.SetDefaultColor(Color.RED);
Callvol.SetDefaultColor(Color.CYAN);
AddCloud(Callvol, Putvol, Color.CYAN, Color.RED);
plot ZeroLine = 0;
ZeroLine.SetDefaultColor(Color.GRAY);
AddCloud(Callvol, ZeroLine, Color.CYAN, Color.RED);
AddCloud(Putvol, ZeroLine, Color.RED, Color.CYAN);
AddLabel(1, callOptionVolume, Color.CYAN);
AddLabel(1, callOptionVolume1, Color.CYAN);
AddLabel(1, callOptionVolume2, Color.CYAN);
AddLabel(1, callOptionVolume3, Color.CYAN);
AddLabel(1, callOptionVolume4, Color.CYAN);
AddLabel(1, callOptionVolume5, Color.CYAN);
AddLabel(1, callOptionVolume6, Color.CYAN);
AddLabel(1, callOptionVolume7, Color.CYAN);
AddLabel(1, callOptionVolume8, Color.CYAN);
AddLabel(1, callOptionVolume9, Color.CYAN);
AddLabel(1, callOptionVolume10, Color.CYAN);
AddLabel(1, callOptionVolume11, Color.CYAN);
AddLabel(1, callOptionVolume12, Color.CYAN);
AddLabel(1, putOptionVolume);
AddLabel(1, putOptionVolume1);
AddLabel(1, putOptionVolume2);
AddLabel(1, putOptionVolume3);
AddLabel(1, putOptionVolume4);
AddLabel(1, putOptionVolume5);
AddLabel(1, putOptionVolume6);
AddLabel(1, putOptionVolume7);
AddLabel(1, putOptionVolume8);
AddLabel(1, putOptionVolume9);
AddLabel(1, putOptionVolume10);
AddLabel(1, putOptionVolume11);
AddLabel(1, putOptionVolume12);
 
Last edited by a moderator:
BenTen

BenTen

Administrative
Staff
VIP
@DeusMecanicus I have been messing with this indicator as well. Thanks for the modification. Very useful!
 
P

Playstation

Active member
VIP
@DeusMecanicus What does the below mean?

input strike = 222.5;
input strikecall = 225;

If my spread is a Sell Put spread, input strike would be Put, input strikecall would be Call?
 
D

DeusMecanicus

New member
@DeusMecanicus What does the below mean?

input strike = 222.5;
input strikecall = 225;

If my spread is a Sell Put spread, input strike would be Put, input strikecall would be Call?
I made a few updates this morning to the code I posted yesterday. It should clear up some confusion.
The Input PutStrike is your starting point for puts from the option chain. From there it will gather the strike points below it (consider starting a few strikes in the money and then it will gather those and then go to OTM strikes).
The Input Callstrike will be the starting point for calls. From the starting point it will gather the volume from the strikes above it.
The strike spacing will determine what other strikes you are pulling from to gather the volume at that strike price.
Looks like somebody was betting on a drop today!
There is two different strike spacing on the indicators in the picture, one is set to 1 and the other .5
I added a more descriptive label so you can see how each strike is aggregating throughout the time frame.

I also borrowed some code from Dilbert_BlockTrade_V1 to compare volume of those strikes to tick count, as indicated by the dot.
This is just a small glimpse of the option chain but I really want something that I can visualize in real time instead of watching the Options Time and Sales. Does anyone have any better methods of pulling data from the Option Chain?

Code:
declare lower;
input optionSeriesPrefix = "200221";
input PutStrike = 340;
input CallStrike = 335;
input strikeSpacing = .5;
#{ ".5", default "1", "2.5", "5", "10", "25" };
input ShowAllLabels = no;
input Showput = no;
input Showput1 = no;
input Showput2 = no;
input Showput3 = no;
input Showput4 = no;
input Showput5 = no;
input Showput6 = no;
input Showput7 = no;
input Showput8 = no;
input Showput9 = no;
input Showput10 = no;
input Showput11 = no;
input Showput12 = no;
input  Showcall = no;
input  Showcall1 = no;
input  Showcall2 = no;
input  Showcall3 = no;
input  Showcall4 = no;
input  Showcall5 = no;
input  Showcall6 = no;
input  Showcall7 = no;
input  Showcall8 = no;
input  Showcall9 = no;
input  Showcall10 = no;
input  Showcall11 = no;
input  Showcall12 = no;
addlabel(1, getSymbol()+" Exp:"+ optionSeriesPrefix + " CStrike:" + CallStrike + " PStrike:" + PutStrike , color.white);

### Put Option Volume
def putOptionVolume =  if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike)))));
def putOptionVolume1 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing)))));
def putOptionVolume2 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing)))));
def putOptionVolume3 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptionVolume4 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptionVolume5 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptionVolume6 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptionVolume7 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptionVolume8 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptionVolume9 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptionVolume10 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptionVolume11 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptionVolume12 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
####Call Option Volume
def callOptionVolume =  if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike)))));
def callOptionVolume1 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing)))));
def callOptionVolume2 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing)))));
def callOptionVolume3 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptionVolume4 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptionVolume5 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptionVolume6 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptionVolume7 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptionVolume8 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptionVolume9 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptionVolume10 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptionVolume11 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptionVolume12 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));

plot Putvol = putOptionVolume + putOptionVolume1 + putOptionVolume2 + putOptionVolume3 + putOptionVolume4 + putOptionVolume5 + putOptionVolume6 + putOptionVolume7 + putOptionVolume8 + putOptionVolume9 + putOptionVolume10 + putOptionVolume11 + putOptionVolume12;
plot Callvol = callOptionVolume + callOptionVolume1 + callOptionVolume2 + callOptionVolume3 + callOptionVolume4 + callOptionVolume5 + callOptionVolume6 + callOptionVolume7 + callOptionVolume8 + callOptionVolume9 + callOptionVolume10 + callOptionVolume11 + callOptionVolume12;

Putvol.SetPaintingStrategy(PaintingStrategy.LINE);
Callvol.SetPaintingStrategy(PaintingStrategy.LINE);
Putvol.SetDefaultColor(Color.RED);
Callvol.SetDefaultColor(Color.CYAN);
AddCloud(Callvol, Putvol, Color.CYAN, Color.RED);
plot ZeroLine = 0;
ZeroLine.SetDefaultColor(Color.GRAY);
AddCloud(Callvol, ZeroLine, Color.CYAN, Color.RED);
AddCloud(Putvol, ZeroLine, Color.RED, Color.CYAN);
AddLabel(Showcall or ShowAllLabels, Concat("C", CallStrike) + ":  " + callOptionVolume, Color.CYAN);
AddLabel(Showcall1 or ShowAllLabels, Concat("C", CallStrike + strikeSpacing) + ":  " + callOptionVolume1, Color.CYAN);
AddLabel(Showcall2 or ShowAllLabels, Concat("C", CallStrike + strikeSpacing + strikeSpacing) + ":  " + callOptionVolume2, Color.CYAN);
AddLabel(Showcall3 or ShowAllLabels, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing) + ":  " + callOptionVolume3, Color.CYAN);
AddLabel(Showcall4 or ShowAllLabels, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing) + ":  " + callOptionVolume4, Color.CYAN);
AddLabel(Showcall5 or ShowAllLabels, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing) + ":  " + callOptionVolume5, Color.CYAN);
AddLabel(Showcall6 or ShowAllLabels, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing) + ":  " + callOptionVolume6, Color.CYAN);
AddLabel(Showcall7 or ShowAllLabels, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing) + ":  " + callOptionVolume7, Color.CYAN);
AddLabel(Showcall8 or ShowAllLabels, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing) + ":  " + callOptionVolume8, Color.CYAN);
AddLabel(Showcall9 or ShowAllLabels, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing) + ":  " + callOptionVolume9, Color.CYAN);
AddLabel(Showcall10 or ShowAllLabels, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing) + ":  " + callOptionVolume10, Color.CYAN);
AddLabel(Showcall11 or ShowAllLabels, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing) + ":  " + callOptionVolume11 , Color.CYAN);
AddLabel(Showcall12 or ShowAllLabels, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing) + ":  " + callOptionVolume12, Color.CYAN);
AddLabel(Showput or ShowAllLabels, Concat("P", PutStrike) + ":  " + putOptionVolume);
AddLabel(Showput1 or ShowAllLabels, Concat("P", PutStrike - strikeSpacing) + ":  " + putOptionVolume1);
AddLabel(Showput2 or ShowAllLabels, Concat("P", PutStrike - strikeSpacing - strikeSpacing) + ":  " + putOptionVolume2);
AddLabel(Showput3 or ShowAllLabels, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing) + ":  " + putOptionVolume3);
AddLabel(Showput4 or ShowAllLabels, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing) + ":  " + putOptionVolume4);
AddLabel(Showput5 or ShowAllLabels,Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing) + ":  " + putOptionVolume5);
AddLabel(Showput6 or ShowAllLabels, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing) + ":  " + putOptionVolume6);
AddLabel(Showput7 or ShowAllLabels, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing) + ":  " + putOptionVolume7);
AddLabel(Showput8 or ShowAllLabels, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing) + ":  " + putOptionVolume8);
AddLabel(Showput9 or ShowAllLabels, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing) + ":  " + putOptionVolume9);
AddLabel(Showput10 or ShowAllLabels, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing) + ":  " + putOptionVolume10);
AddLabel(Showput11 or ShowAllLabels, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing) + ":  " + putOptionVolume11);
AddLabel(Showput12 or ShowAllLabels, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing) + ":  " + putOptionVolume12);


### Put Option tick_count
def putOptiontick_count =  if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike)))));
def putOptiontick_count1 = if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing)))));
def putOptiontick_count2 = if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing)))));
def putOptiontick_count3 = if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptiontick_count4 = if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptiontick_count5 = if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptiontick_count6 = if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptiontick_count7 = if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptiontick_count8 = if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptiontick_count9 = if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptiontick_count10 = if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptiontick_count11 = if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptiontick_count12 = if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
####Call Option tick_count
def callOptiontick_count =  if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike)))));
def callOptiontick_count1 = if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing)))));
def callOptiontick_count2 = if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing)))));
def callOptiontick_count3 = if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptiontick_count4 = if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptiontick_count5 = if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptiontick_count6 = if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptiontick_count7 = if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptiontick_count8 = if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptiontick_count9 = if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptiontick_count10 = if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptiontick_count11 = if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptiontick_count12 = if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));

def Puttick = putOptiontick_count + putOptiontick_count1 + putOptiontick_count2 + putOptiontick_count3 + putOptiontick_count4 + putOptiontick_count5 + putOptiontick_count6 + putOptiontick_count7 + putOptiontick_count8 + putOptiontick_count9 + putOptiontick_count10 + putOptiontick_count11 + putOptiontick_count12;
def Calltick = callOptiontick_count + callOptiontick_count1 + callOptiontick_count2 + callOptiontick_count3 + callOptiontick_count4 + callOptiontick_count5 + callOptiontick_count6 + callOptiontick_count7 + callOptiontick_count8 + callOptiontick_count9 + callOptiontick_count10 + callOptiontick_count11 + callOptiontick_count12;

#Puttick.SetPaintingStrategy(PaintingStrategy.LINE);
#Calltick.SetPaintingStrategy(PaintingStrategy.LINE);
#Puttick.SetDefaultColor(Color.light_red);
#Calltick.SetDefaultColor(Color.plum);
#AddCloud(Calltick, Puttick, Color.plum, Color.light_RED);

#AddCloud(Calltick, ZeroLine, Color.CYAN, Color.RED);
#AddCloud(Puttick, ZeroLine, Color.RED, Color.CYAN);

###################################
#StudyName: Dilbert_BlockTrade_V1
#Description:  Identify bars with high volume relative to the tick_count.  Such bars could indicate a block trade, or a possible change in trend. 
#Author: Dilbert
#Requested By:  
# Ver     Date     Auth      Change
# V1      090717   Dilbert   1st code cut
# TOS.mx Link:
# Trading Notes:  Identify bars with high volume relative to the tick_count.  Such bars could indicate a block trade, or a possible change in trend. 


#PUT RATIO
input AvgType = AverageType.EXPONENTIAL;
input MaLength = 20;
def V = Putvol;
def TC = Puttick;
def TradeSize = V / TC;

input displace = 0;
input SdLength = 20;
input Num_Dev_up = 2.0;
input averageType = AverageType.SIMPLE;

def sDev = StDev(data = TradeSize[-displace], length = SdLength);

def MA = MovingAverage(AvgType,  TradeSize, MaLength);
plot Dot = if TradeSize > Ma + (sDev * Num_Dev_up) then Putvol else Double.NaN;
Dot.SetPaintingStrategy(PaintingStrategy.Points);
Dot.SetLineWeight(5);
Dot.AssignValueColor(color.red);

#CALL RATIO
input AvgType1 = AverageType.EXPONENTIAL;
input MaLength1 = 20;
def V1 = Callvol;
def TC1 = Calltick;
def TradeSize1 = V1 / TC1;

input displace1 = 0;
input SdLength1 = 20;
input Num_Dev_up1 = 2.0;
input averageType1 = AverageType.SIMPLE;

def sDev1 = StDev(data = TradeSize1[-displace1], length = SdLength1);

def MA1 = MovingAverage(AvgType1,  TradeSize1, MaLength1);
plot Dot1 = if TradeSize1 > Ma1 + (sDev1 * Num_Dev_up1) then Callvol else Double.NaN;
Dot1.SetPaintingStrategy(PaintingStrategy.Points);
Dot1.SetLineWeight(5);
Dot1.AssignValueColor(color.cyan);
Edit: Fixed all the labels. Forgot to attach them to the input.
 
Last edited:
C

codydog

Member
Great study, thanks for the work.

What do you think of the idea of applying a dollar value to the volume, eg,

def price = close(".SPY200221C337");
plot mfa1 = sum(if price < price[1] then -price * volume else if price > price[1] then price * volume else 0);
etc
and summing the money flow values, for puts and calls separately,
(where volume would be volume as pulled from your script, )to see if options are being bot or sold?

Sometimes I wonder if knowing the dollar values helps .

Anyway, thanks again!
 
D

DeusMecanicus

New member
@codydog I was actually thinking the same exact thing last night. That and possibly splitting up the some of the strike prices into different groups to see where the volume is coming from. Possibly one group ITM or ATM, one that is just OTM and one that is far OTM. Its something I'll work on when I have a little more time. Here is a rough average of money being spent at these strikes prices.

Code:
declare lower;
input optionSeriesPrefix = "200221";
input PutStrike = 340;
input CallStrike = 335;
input strikeSpacing = .5;
#{ ".5", default "1", "2.5", "5", "10", "25" };
input ShowAllLabels = no;
input Showput = no;
input Showput1 = no;
input Showput2 = no;
input Showput3 = no;
input Showput4 = no;
input Showput5 = no;
input Showput6 = no;
input Showput7 = no;
input Showput8 = no;
input Showput9 = no;
input Showput10 = no;
input Showput11 = no;
input Showput12 = no;
input Showput13 = no;
input Showput14 = no;
input Showput15 = no;
input Showput16 = no;
input Showput17 = no;
input Showput18 = no;
input Showput19 = no;
input Showput20 = no;
input  Showcall = no;
input  Showcall1 = no;
input  Showcall2 = no;
input  Showcall3 = no;
input  Showcall4 = no;
input  Showcall5 = no;
input  Showcall6 = no;
input  Showcall7 = no;
input  Showcall8 = no;
input  Showcall9 = no;
input  Showcall10 = no;
input  Showcall11 = no;
input  Showcall12 = no;
input  Showcall13 = no;
input  Showcall14 = no;
input  Showcall15 = no;
input  Showcall16 = no;
input  Showcall17 = no;
input  Showcall18 = no;
input  Showcall19 = no;
input  Showcall20 = no;
addlabel(1, getSymbol()+" Exp:"+ optionSeriesPrefix + " CStrike:" + CallStrike + " PStrike:" + PutStrike , color.white);

### Put Option Volume
def putOptionVolume =  if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike)))));
def putOptionVolume1 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing)))));
def putOptionVolume2 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing)))));
def putOptionVolume3 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptionVolume4 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptionVolume5 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptionVolume6 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptionVolume7 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptionVolume8 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptionVolume9 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptionVolume10 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptionVolume11 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptionVolume12 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptionVolume13 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptionVolume14 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptionVolume15 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptionVolume16 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptionVolume17 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptionVolume18 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptionVolume19 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptionVolume20 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));

####Call Option Volume
def callOptionVolume =  if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike)))));
def callOptionVolume1 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing)))));
def callOptionVolume2 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing)))));
def callOptionVolume3 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptionVolume4 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptionVolume5 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptionVolume6 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptionVolume7 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptionVolume8 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptionVolume9 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptionVolume10 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptionVolume11 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptionVolume12 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptionVolume13 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptionVolume14 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptionVolume15 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptionVolume16 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptionVolume17 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptionVolume18 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptionVolume19 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptionVolume20 = if IsNaN(volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else volume(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
### Put Option ohlc4
def putOptionohlc4 =  if IsNaN(ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike)))))) then 0 else ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike)))));
def putOptionohlc41 = if IsNaN(ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing)))))) then 0 else ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing)))));
def putOptionohlc42 = if IsNaN(ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing)))))) then 0 else ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing)))));
def putOptionohlc43 = if IsNaN(ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptionohlc44 = if IsNaN(ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptionohlc45 = if IsNaN(ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptionohlc46 = if IsNaN(ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptionohlc47 = if IsNaN(ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptionohlc48 = if IsNaN(ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptionohlc49 = if IsNaN(ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptionohlc410 = if IsNaN(ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptionohlc411 = if IsNaN(ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptionohlc412 = if IsNaN(ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptionohlc413 = if IsNaN(ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptionohlc414 = if IsNaN(ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptionohlc415 = if IsNaN(ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptionohlc416 = if IsNaN(ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptionohlc417 = if IsNaN(ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptionohlc418 = if IsNaN(ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptionohlc419 = if IsNaN(ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptionohlc420 = if IsNaN(ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));

####Call Option ohlc4
def callOptionohlc4 =  if IsNaN(ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike)))))) then 0 else ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike)))));
def callOptionohlc41 = if IsNaN(ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing)))))) then 0 else ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing)))));
def callOptionohlc42 = if IsNaN(ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing)))))) then 0 else ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing)))));
def callOptionohlc43 = if IsNaN(ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptionohlc44 = if IsNaN(ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptionohlc45 = if IsNaN(ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptionohlc46 = if IsNaN(ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptionohlc47 = if IsNaN(ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptionohlc48 = if IsNaN(ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptionohlc49 = if IsNaN(ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptionohlc410 = if IsNaN(ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptionohlc411 = if IsNaN(ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptionohlc412 = if IsNaN(ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptionohlc413 = if IsNaN(ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptionohlc414 = if IsNaN(ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptionohlc415 = if IsNaN(ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptionohlc416 = if IsNaN(ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptionohlc417 = if IsNaN(ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptionohlc418 = if IsNaN(ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptionohlc419 = if IsNaN(ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptionohlc420 = if IsNaN(ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else ohlc4(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));

plot Putvol = (putOptionVolume*putOptionohlc4*100) + (putOptionVolume1*putOptionohlc41*100) + (putOptionVolume2*putOptionohlc42*100) + (putOptionVolume3*putOptionohlc43*100) + (putOptionVolume4*putOptionohlc44*100) + (putOptionVolume5*putOptionohlc45*100) + (putOptionVolume6*putOptionohlc46*100) + (putOptionVolume7*putOptionohlc47*100) + (putOptionVolume8*putOptionohlc48*100) + (putOptionVolume9*putOptionohlc49*100) + (putOptionVolume10*putOptionohlc410*100) + (putOptionVolume11*putOptionohlc411*100) + (putOptionVolume12*putOptionohlc412*100) + (putOptionVolume13*putOptionohlc413*100) + (putOptionVolume14*putOptionohlc414*100) + (putOptionVolume15*putOptionohlc415*100) + (putOptionVolume16*putOptionohlc416*100) + (putOptionVolume17*putOptionohlc417*100) + (putOptionVolume18*putOptionohlc418*100) + (putOptionVolume19*putOptionohlc419*100) + (putOptionVolume20*putOptionohlc420*100);
plot Callvol = (callOptionVolume*callOptionohlc4*100) + (callOptionVolume1*callOptionohlc41*100) + (callOptionVolume2*callOptionohlc42*100) + (callOptionVolume3*callOptionohlc43*100) + (callOptionVolume4*callOptionohlc44*100) + (callOptionVolume5*callOptionohlc45*100) + (callOptionVolume6*callOptionohlc46*100) + (callOptionVolume7*callOptionohlc47*100) + (callOptionVolume8*callOptionohlc48*100) + (callOptionVolume9*callOptionohlc49*100) + (callOptionVolume10*callOptionohlc410*100) + (callOptionVolume11*callOptionohlc411*100) + (callOptionVolume12*callOptionohlc412*100) + (callOptionVolume13*callOptionohlc413*100) + (callOptionVolume14*callOptionohlc414*100) + (callOptionVolume15*callOptionohlc415*100) + (callOptionVolume16*callOptionohlc416*100) + (callOptionVolume17*callOptionohlc417*100) + (callOptionVolume18*callOptionohlc418*100) + (callOptionVolume19*callOptionohlc419*100) + (callOptionVolume20*callOptionohlc420*100);

Putvol.SetPaintingStrategy(PaintingStrategy.LINE);
Callvol.SetPaintingStrategy(PaintingStrategy.LINE);
Putvol.SetDefaultColor(Color.RED);
Callvol.SetDefaultColor(Color.CYAN);
AddCloud(Callvol, Putvol, Color.CYAN, Color.RED);
plot ZeroLine = 0;
ZeroLine.SetDefaultColor(Color.GRAY);
AddCloud(Callvol, ZeroLine, Color.CYAN, Color.RED);
AddCloud(Putvol, ZeroLine, Color.RED, Color.CYAN);
AddLabel(Showcall or ShowAllLabels, Concat("C", CallStrike) + ":  " + callOptionVolume, Color.CYAN);
AddLabel(Showcall1 or ShowAllLabels, Concat("C", CallStrike + strikeSpacing) + ":  " + callOptionVolume1, Color.CYAN);
AddLabel(Showcall2 or ShowAllLabels, Concat("C", CallStrike + strikeSpacing + strikeSpacing) + ":  " + callOptionVolume2, Color.CYAN);
AddLabel(Showcall3 or ShowAllLabels, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing) + ":  " + callOptionVolume3, Color.CYAN);
AddLabel(Showcall4 or ShowAllLabels, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing) + ":  " + callOptionVolume4, Color.CYAN);
AddLabel(Showcall5 or ShowAllLabels, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing) + ":  " + callOptionVolume5, Color.CYAN);
AddLabel(Showcall6 or ShowAllLabels, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing) + ":  " + callOptionVolume6, Color.CYAN);
AddLabel(Showcall7 or ShowAllLabels, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing) + ":  " + callOptionVolume7, Color.CYAN);
AddLabel(Showcall8 or ShowAllLabels, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing) + ":  " + callOptionVolume8, Color.CYAN);
AddLabel(Showcall9 or ShowAllLabels, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing) + ":  " + callOptionVolume9, Color.CYAN);
AddLabel(Showcall10 or ShowAllLabels, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing) + ":  " + callOptionVolume10, Color.CYAN);
AddLabel(Showcall11 or ShowAllLabels, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing) + ":  " + callOptionVolume11 , Color.CYAN);
AddLabel(Showcall12 or ShowAllLabels, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing) + ":  " + callOptionVolume12, Color.CYAN);
AddLabel(Showcall13 or ShowAllLabels, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing) + ":  " + callOptionVolume13, Color.CYAN);
AddLabel(Showcall14 or ShowAllLabels, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing) + ":  " + callOptionVolume14, Color.CYAN);
AddLabel(Showcall15 or ShowAllLabels, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing) + ":  " + callOptionVolume15, Color.CYAN);
AddLabel(Showcall16 or ShowAllLabels, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing) + ":  " + callOptionVolume16, Color.CYAN);
AddLabel(Showcall17 or ShowAllLabels, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing) + ":  " + callOptionVolume17, Color.CYAN);
AddLabel(Showcall18 or ShowAllLabels, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing) + ":  " + callOptionVolume18, Color.CYAN);
AddLabel(Showcall19 or ShowAllLabels, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing) + ":  " + callOptionVolume19, Color.CYAN);
AddLabel(Showcall20 or ShowAllLabels, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing) + ":  " + callOptionVolume20, Color.CYAN);
AddLabel(Showput or ShowAllLabels, Concat("P", PutStrike) + ":  " + putOptionVolume);
AddLabel(Showput1 or ShowAllLabels, Concat("P", PutStrike - strikeSpacing) + ":  " + putOptionVolume1);
AddLabel(Showput2 or ShowAllLabels, Concat("P", PutStrike - strikeSpacing - strikeSpacing) + ":  " + putOptionVolume2);
AddLabel(Showput3 or ShowAllLabels, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing) + ":  " + putOptionVolume3);
AddLabel(Showput4 or ShowAllLabels, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing) + ":  " + putOptionVolume4);
AddLabel(Showput5 or ShowAllLabels,Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing) + ":  " + putOptionVolume5);
AddLabel(Showput6 or ShowAllLabels, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing) + ":  " + putOptionVolume6);
AddLabel(Showput7 or ShowAllLabels, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing) + ":  " + putOptionVolume7);
AddLabel(Showput8 or ShowAllLabels, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing) + ":  " + putOptionVolume8);
AddLabel(Showput9 or ShowAllLabels, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing) + ":  " + putOptionVolume9);
AddLabel(Showput10 or ShowAllLabels, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing) + ":  " + putOptionVolume10);
AddLabel(Showput11 or ShowAllLabels, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing) + ":  " + putOptionVolume11);
AddLabel(Showput12 or ShowAllLabels, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing) + ":  " + putOptionVolume12);
AddLabel(Showput13 or ShowAllLabels, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing) + ":  " + putOptionVolume13);
AddLabel(Showput14 or ShowAllLabels, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing) + ":  " + putOptionVolume14);
AddLabel(Showput15 or ShowAllLabels, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing) + ":  " + putOptionVolume15);
AddLabel(Showput16 or ShowAllLabels, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing) + ":  " + putOptionVolume16);
AddLabel(Showput17 or ShowAllLabels, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing) + ":  " + putOptionVolume17);
AddLabel(Showput18 or ShowAllLabels, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing) + ":  " + putOptionVolume18);
AddLabel(Showput19 or ShowAllLabels, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing) + ":  " + putOptionVolume19);
AddLabel(Showput20 or ShowAllLabels, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing) + ":  " + putOptionVolume20);


### Put Option tick_count
def putOptiontick_count =  if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike)))));
def putOptiontick_count1 = if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing)))));
def putOptiontick_count2 = if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing)))));
def putOptiontick_count3 = if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptiontick_count4 = if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptiontick_count5 = if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptiontick_count6 = if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptiontick_count7 = if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptiontick_count8 = if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptiontick_count9 = if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptiontick_count10 = if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptiontick_count11 = if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptiontick_count12 = if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptiontick_count13 = if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptiontick_count14 = if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptiontick_count15 = if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptiontick_count16 = if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptiontick_count17 = if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptiontick_count18 = if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptiontick_count19 = if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));
def putOptiontick_count20 = if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("P", PutStrike - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing - strikeSpacing)))));

####Call Option tick_count
def callOptiontick_count =  if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike)))));
def callOptiontick_count1 = if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing)))));
def callOptiontick_count2 = if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing)))));
def callOptiontick_count3 = if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptiontick_count4 = if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptiontick_count5 = if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptiontick_count6 = if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptiontick_count7 = if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptiontick_count8 = if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptiontick_count9 = if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptiontick_count10 = if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptiontick_count11 = if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptiontick_count12 = if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptiontick_count13 = if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptiontick_count14 = if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptiontick_count15 = if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptiontick_count16 = if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptiontick_count17 = if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptiontick_count18 = if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptiontick_count19 = if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));
def callOptiontick_count20 = if IsNaN(tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))))) then 0 else tick_count(Concat(".", Concat(GetSymbol(), Concat(optionseriesprefix, Concat("C", CallStrike + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing + strikeSpacing)))));

def Puttick = putOptiontick_count + putOptiontick_count1 + putOptiontick_count2 + putOptiontick_count3 + putOptiontick_count4 + putOptiontick_count5 + putOptiontick_count6 + putOptiontick_count7 + putOptiontick_count8 + putOptiontick_count9 + putOptiontick_count10 + putOptiontick_count11 + putOptiontick_count12 + putOptiontick_count13 + putOptiontick_count14 + putOptiontick_count15 + putOptiontick_count16 + putOptiontick_count17 + putOptiontick_count18 + putOptiontick_count19 + putOptiontick_count20;
def Calltick = callOptiontick_count + callOptiontick_count1 + callOptiontick_count2 + callOptiontick_count3 + callOptiontick_count4 + callOptiontick_count5 + callOptiontick_count6 + callOptiontick_count7 + callOptiontick_count8 + callOptiontick_count9 + callOptiontick_count10 + callOptiontick_count11 + callOptiontick_count12 + callOptiontick_count13 + callOptiontick_count14 + callOptiontick_count15 + callOptiontick_count16 + callOptiontick_count17 + callOptiontick_count18 + callOptiontick_count19 + callOptiontick_count20;

#Puttick.SetPaintingStrategy(PaintingStrategy.LINE);
#Calltick.SetPaintingStrategy(PaintingStrategy.LINE);
#Puttick.SetDefaultColor(Color.light_red);
#Calltick.SetDefaultColor(Color.plum);
#AddCloud(Calltick, Puttick, Color.plum, Color.light_RED);

#AddCloud(Calltick, ZeroLine, Color.CYAN, Color.RED);
#AddCloud(Puttick, ZeroLine, Color.RED, Color.CYAN);

###################################
#StudyName: Dilbert_BlockTrade_V1
#Description:  Identify bars with high volume relative to the tick_count.  Such bars could indicate a block trade, or a possible change in trend.
#Author: Dilbert
#Requested By:
# Ver     Date     Auth      Change
# V1      090717   Dilbert   1st code cut
# TOS.mx Link:
# Trading Notes:  Identify bars with high volume relative to the tick_count.  Such bars could indicate a block trade, or a possible change in trend.


#PUT RATIO
input AvgType = AverageType.EXPONENTIAL;
input MaLength = 20;
def V = Putvol;
def TC = Puttick;
def TradeSize = V / TC;

input displace = 0;
input SdLength = 20;
input Num_Dev_up = 2.0;
input averageType = AverageType.SIMPLE;

def sDev = StDev(data = TradeSize[-displace], length = SdLength);

def MA = MovingAverage(AvgType,  TradeSize, MaLength);
plot Dot = if TradeSize > Ma + (sDev * Num_Dev_up) then Putvol else Double.NaN;
Dot.SetPaintingStrategy(PaintingStrategy.Points);
Dot.SetLineWeight(5);
Dot.AssignValueColor(color.red);

#CALL RATIO
input AvgType1 = AverageType.EXPONENTIAL;
input MaLength1 = 20;
def V1 = Callvol;
def TC1 = Calltick;
def TradeSize1 = V1 / TC1;

input displace1 = 0;
input SdLength1 = 20;
input Num_Dev_up1 = 2.0;
input averageType1 = AverageType.SIMPLE;

def sDev1 = StDev(data = TradeSize1[-displace1], length = SdLength1);

def MA1 = MovingAverage(AvgType1,  TradeSize1, MaLength1);
plot Dot1 = if TradeSize1 > Ma1 + (sDev1 * Num_Dev_up1) then Callvol else Double.NaN;
Dot1.SetPaintingStrategy(PaintingStrategy.Points);
Dot1.SetLineWeight(5);
Dot1.AssignValueColor(color.cyan);

There is definitely different signals when comparing just plain volume to the $ being spent.
Edit: Swapped pictures. Original picture didn't have matching expirations so it wasn't accurate.
 
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M

meerkat

New member
VIP
@DeusMecanicus this indicator is exactly what I was looking for thanks! any idea how to get it to work for SPX options or /ES options?
 
E

ext99k

New member
@DeusMecanicus This is a great indicator, fantastic work!

Do you think you can make it easier to work with?

Can we have it retrieve the prefix automatically for the most recent weekly options?

Maybe you can have the call and put input prices automatically be entered by fetching the ATM strikes and working from there? (like by taking the stock price and rounding to the nearest dollar... so when we change companies we don't need to enter the strikes manually

Great work, great indicator... think it will be a lot more powerful if it is easier to use! thanks!
 
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C

codydog

Member
@DeusMecanicus

Hi, good morning, was watching this with aapl and spy, works great, so, thank you!

I was having some trouble using it with amzn and googl as well as with cl and some futures. Wondering why you think it is happening, tried some different settings but no luck.

Thanks in advance for any help or direction!
 
P

ProcrastinatingPerfection

New member
Does this only work during market hours?
 
BenTen

BenTen

Administrative
Staff
VIP
@ProcrastinatingPerfection You can't trade options in pre-market or after hours.
 
P

ProcrastinatingPerfection

New member
I cannot get this to plot now during market hours as well. For the date I have 200306 AMZN is my ticker put strike is 1880 call strike is 1870. Is there a particular time the chart must be set to or something i'm missing?
 
O

oasis

New member
Hello all,
I am new to this forum, wondering if we already have a script that can show the difference of open interest for each strike price, something like using the current OI minus yesterday's EOD, so we can add this indicator to the layout of the options chain.
Thank you.
 
O

oasis

New member
Hello all,
I am new to this forum, wondering if we already have a script that can show the difference of open interest for each strike price, something like using the current OI minus yesterday's EOD, so we can add this indicator to the layout of the options chain.
Thank you.
I think open_interest() - open_interest()[1] will do the trick
 
T

Trading51

Active member
2019 Donor
Warehouse
Hello, I'm having an issue getting the chart populated ? could you let me know what I'm missing I added the pre-fix 2003320 for the 310 calls, and 305 Put right around the SPY closing price of $309 i turned all the inputs on YES, let me know thanks.

 
N

Nomak

New member
2019 Donor
Warehouse
VIP
How would you enter for oil expiration on March 20th at $46 call?

./LO1H20C46:XNYM
 
T

trader57

New member
Hi, Is there a way in Thinkorswim to find "Open interest change" from previous day that I can display and use in option scanner? If there is a script, can you please share it or help me get started? Thanks in advance.
 
F

FibDude

New member
Is there a way to code fro greeks for options chains, ex: make "Name" = option last / delta
 
BenTen

BenTen

Administrative
Staff
VIP
@FibDude I don't think so. You may have to input them manually.
 

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